Large Deviations for Additive Functionals of Reflected Jump-Diffusions (Q5870384)
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scientific article; zbMATH DE number 7639695
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| English | Large Deviations for Additive Functionals of Reflected Jump-Diffusions |
scientific article; zbMATH DE number 7639695 |
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Large Deviations for Additive Functionals of Reflected Jump-Diffusions (English)
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9 January 2023
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jump-diffusion
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large deviation
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additive functional
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reflected processes
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occuppation measure
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numerical approximation
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0.7713838219642639
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0.769370436668396
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0.7537769675254822
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0.7518417835235596
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